coamo2 / Barra
Barra Multifactor Model
☆142Updated 5 years ago
Alternatives and similar repositories for Barra:
Users that are interested in Barra are comparing it to the libraries listed below
- Provide risk forecasts by Barra China Equity Model☆164Updated 6 years ago
- Barra-Multiple-factor-risk-model☆139Updated 8 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆64Updated 4 years ago
- Barra CNE6 因子构建☆292Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆121Updated 5 years ago
- 因子回测框架☆110Updated last year
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆177Updated 2 years ago
- 以wind为数据源的基金单期brinson业绩归因☆81Updated 5 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆122Updated last year
- 沪深300指数增强模型☆81Updated 5 years ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆111Updated 3 years ago
- Campisi纯债型基金业绩归因模型程序,适用于中国市场,需要有Wind的API接口权限☆41Updated last year
- ☆141Updated last week
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆59Updated last year
- 计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数☆121Updated 4 years ago
- ☆176Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆204Updated 4 years ago
- 沪深300指数纯因子组合构建☆51Updated 6 years ago
- ☆192Updated 4 years ago
- ☆108Updated 5 years ago
- 多因子指数增强策略/多因子全流程实现☆309Updated last year
- Machine Learning-Driven Quantamental Investing☆130Updated 4 years ago
- 多因子模型相关☆21Updated 3 years ago
- ☆58Updated last year
- Recurrent Neural Network for predicting Stock Returns☆120Updated 3 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆25Updated 2 years ago
- ☆155Updated last year